Pages that link to "Item:Q160231"
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The following pages link to Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings (Q160231):
Displaying 42 items.
- ctmcd (Q38356) (← links)
- Hypothesis testing for Markovian models with random time observations (Q254927) (← links)
- A solution to the reversible embedding problem for finite Markov chains (Q297164) (← links)
- Fitting birth-and-death queueing models to data (Q433594) (← links)
- Estimating the transition matrix of a Markov chain observed at random times (Q467002) (← links)
- Hidden persistent disasters and asset prices (Q481370) (← links)
- On \(p\)th roots of stochastic matrices (Q541909) (← links)
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- On the imbedding problem for three-state time homogeneous Markov chains with coinciding negative eigenvalues (Q662879) (← links)
- Homogeneous semi-Markov reliability models for credit risk management (Q816444) (← links)
- On sovereign credit migration: a study of alternative estimators and rating dynamics (Q1019978) (← links)
- Infinitely divisible nonnegative matrices, \(M\)-matrices, and the embedding problem for finite state stationary Markov chains (Q1690682) (← links)
- Structure preserving matrix means on the Marcus-Minc stochastic matrices (Q1758444) (← links)
- Bank-sourced credit transition matrices: estimation and characteristics (Q2028787) (← links)
- On monotone Markov chains and properties of monotone matrix roots (Q2105345) (← links)
- Substitution algorithms for rational matrix equations (Q2203384) (← links)
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
- The model-specific Markov embedding problem for symmetric group-based models (Q2232164) (← links)
- A fractional perspective on the trajectory control of redundant and hyper-redundant robot manipulators (Q2281934) (← links)
- Embeddability and rate identifiability of Kimura 2-parameter matrices (Q2299271) (← links)
- Credit risk and solvency capital requirements (Q2323660) (← links)
- Rhapsody in fractional (Q2347234) (← links)
- An EM algorithm for continuous-time bivariate Markov chains (Q2359509) (← links)
- Generator estimation of Markov jump processes (Q2462457) (← links)
- Past states of continuous-time Markov models for ecological communities (Q2476102) (← links)
- Fitting timeseries by continuous-time Markov chains: a quadratic programming approach (Q2508906) (← links)
- Verified computation of real powers of matrices (Q2656092) (← links)
- The embedding problem for Markov matrices (Q2687300) (← links)
- The Endogenous Analysis of Flows, with Applications to Migrations, Social Mobility and Opinion Shifts (Q2994831) (← links)
- Robust and consistent estimation of generators in credit risk (Q4554476) (← links)
- An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037) (← links)
- Modeling Disability in Long-Term Care Insurance (Q5018736) (← links)
- Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378) (← links)
- Interdisciplinary sojourns (Q5175759) (← links)
- Dynamics of the<i>N</i>-link pendulum: a fractional perspective (Q5280322) (← links)
- A General Method for Dealing with Misclassification in Regression: The Misclassification SIMEX (Q5473210) (← links)
- Optimal adaptive sampling for a symmetric two-state continuous time Markov chain (Q5860998) (← links)
- On the use of Cauchy integral formula for the embedding problem of discrete-time Markov chains (Q5875305) (← links)
- Embeddability of real and positive operators (Q5887647) (← links)
- An open set of 4×4 embeddable matrices whose principal logarithm is not a Markov generator (Q5887648) (← links)
- On the estimation of partially observed continuous-time Markov chains (Q6138151) (← links)
- Structured level-2 condition numbers of matrix functions (Q6198237) (← links)
